Thanks to the support by the U.S. Army Research Office of work in
probability at Princeton University I enjoyed the help of J. Goldman, L. ~itt, M. Silverstein, and, in particular, of M. M. Rao. They eliminated many inaccuracies and obscurities. All chapters were rewritten many times and preliminary versions of the early chapters were circulated among friends. In this way I benefited from comments by J. Elliott, ~. S. Pinkham, and L. J. Savage. My special thanks are due to J. L. Doob and J. Wolfowitz for advice. and criticism. The graph of the Cauchy random walk was supplied by H. Trotter. The printing was supervised by Mrs. H. MCDou.gal, and the appearance of the book owes much to her. WILLIAM FELLER October 1965 .-